Good The Shibboleth architecture is not something you can easily understand, and the Shibboleth wiki is good ... massive. Fortunately, there are many good sources of knowledge; you just need to know where to start.
from the Shibboleth wiki the most important FlowsAndConfig page and of course the whole Understanding Shibboleth
The guys from SWITH made some nice patterns and tutorials on their sites, I found their materials well organized.
Edit: these are really good instructions to understand the whole concept easily. Medium expert I could not find it before on SWITCH sites, so I am sending it now.
There is also Guanxi (an implementation of the Shibboleth Java concepts) with good schemas.
And finally, the extended shibboleth architecture with some custom modules (unfortunately not in English, so I linked the translated version)
To install Shibboleth IdP, go to the wiki , it's really easy to do
Erwin source share